Using a medium skillet, sauté the mushrooms in 1 tablespoon of butter until tender, then add sherry. Stir in Worcestershire sauce, thyme, and pepper. Continue to cook, uncovered, until the liquid evaporates (this should take only about a minute).
Remove from heat, stir in the bread crumbs, and set aside to cool.
Brush one sheet of phyllo with some of the melted butter. Place another sheet of phyllo on top of the first sheet, again brushing with butter. Repeat with two more sheets, brushing with butter.
Cut a 10-inch circle from the stack and discard the trimmings.
Slice the Brie in half horizontally, placing half of it in the center of the phyllo stack.
Spread with half of the mushroom mixture, then place the second half of the brie on top. Top off with the remaining mushroom mixture.
Now gather and wrap the phyllo up over the Brie and mushroom filling, pleating the dough as needed to cover the seal. Brush with the remaining butter.
Place in a shallow baking pan. Bake in a 400 degree oven for about 20 minutes or until it's golden brown.
Serve immediately while piping hot. Delicious with fruit, crackers or artisinal bread.